-14.6%
WU vs COO
+5.4%
-20.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.2% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +11.4% | +14.2% | -2.8% | +9.2% |
| 3M | -6.8% | -18.2% | +11.4% | -2.9% |
| 6M | -14.6% | +5.3% | -20.0% | -11.2% |
| All | -14.6% | +5.4% | -20.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling